+362.8%
CL vs QID
-100.0%
+462.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.2% | -0.6% | -1.5% | -2.3% |
| 30D | -4.8% | 0.0% | -4.8% | -4.8% |
| 3M | +4.9% | +3.7% | +1.2% | +5.9% |
| 6M | -5.7% | -29.9% | +24.1% | -11.2% |
| YTD | +14.4% | -28.8% | +43.2% | +8.1% |
| 1Y | +8.7% | -37.2% | +45.9% | +0.5% |
| 3Y | +30.0% | -73.7% | +103.7% | +3.7% |
| 5Y | +28.4% | -80.7% | +109.1% | +1.9% |
| 10Y | +50.1% | -99.1% | +149.2% | -35.0% |
| All | +362.8% | -100.0% | +462.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling